Multiple Linear Regression - Estimated Regression Equation |
werkloosheid[t] = + 546.777777777778 + 10.4222222222222X[t] + e[t] |
Multiple Linear Regression - Ordinary Least Squares | |||||
Variable | Parameter | S.D. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
(Intercept) | 546.777777777778 | 6.125578 | 89.2614 | 0 | 0 |
X | 10.4222222222222 | 9.568458 | 1.0892 | 0.280483 | 0.140241 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.140400649383238 |
R-squared | 0.0197123423472349 |
Adjusted R-squared | 0.00309729730227293 |
F-TEST (value) | 1.18641522149902 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 59 |
p-value | 0.280482906615092 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 36.7534668541673 |
Sum Squared Residuals | 79698.2222222222 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 595 | 546.777777777778 | 48.2222222222221 |
2 | 597 | 546.777777777778 | 50.2222222222222 |
3 | 593 | 546.777777777778 | 46.2222222222222 |
4 | 590 | 546.777777777778 | 43.2222222222222 |
5 | 580 | 546.777777777778 | 33.2222222222222 |
6 | 574 | 546.777777777778 | 27.2222222222222 |
7 | 573 | 546.777777777778 | 26.2222222222222 |
8 | 573 | 546.777777777778 | 26.2222222222222 |
9 | 620 | 546.777777777778 | 73.2222222222222 |
10 | 626 | 546.777777777778 | 79.2222222222222 |
11 | 620 | 546.777777777778 | 73.2222222222222 |
12 | 588 | 546.777777777778 | 41.2222222222222 |
13 | 566 | 546.777777777778 | 19.2222222222222 |
14 | 557 | 546.777777777778 | 10.2222222222222 |
15 | 561 | 546.777777777778 | 14.2222222222222 |
16 | 549 | 546.777777777778 | 2.22222222222223 |
17 | 532 | 546.777777777778 | -14.7777777777778 |
18 | 526 | 546.777777777778 | -20.7777777777778 |
19 | 511 | 546.777777777778 | -35.7777777777778 |
20 | 499 | 546.777777777778 | -47.7777777777778 |
21 | 555 | 546.777777777778 | 8.22222222222223 |
22 | 565 | 546.777777777778 | 18.2222222222222 |
23 | 542 | 546.777777777778 | -4.77777777777777 |
24 | 527 | 546.777777777778 | -19.7777777777778 |
25 | 510 | 546.777777777778 | -36.7777777777778 |
26 | 514 | 546.777777777778 | -32.7777777777778 |
27 | 517 | 546.777777777778 | -29.7777777777778 |
28 | 508 | 546.777777777778 | -38.7777777777778 |
29 | 493 | 546.777777777778 | -53.7777777777778 |
30 | 490 | 546.777777777778 | -56.7777777777778 |
31 | 469 | 546.777777777778 | -77.7777777777778 |
32 | 478 | 546.777777777778 | -68.7777777777778 |
33 | 528 | 546.777777777778 | -18.7777777777778 |
34 | 534 | 546.777777777778 | -12.7777777777778 |
35 | 518 | 546.777777777778 | -28.7777777777778 |
36 | 506 | 546.777777777778 | -40.7777777777778 |
37 | 502 | 557.2 | -55.2 |
38 | 516 | 557.2 | -41.2 |
39 | 528 | 557.2 | -29.2 |
40 | 533 | 557.2 | -24.2 |
41 | 536 | 557.2 | -21.2 |
42 | 537 | 557.2 | -20.2 |
43 | 524 | 557.2 | -33.2 |
44 | 536 | 557.2 | -21.2 |
45 | 587 | 557.2 | 29.8 |
46 | 597 | 557.2 | 39.8 |
47 | 581 | 557.2 | 23.8 |
48 | 564 | 557.2 | 6.8 |
49 | 558 | 557.2 | 0.8 |
50 | 575 | 557.2 | 17.8 |
51 | 580 | 557.2 | 22.8 |
52 | 575 | 557.2 | 17.8 |
53 | 563 | 557.2 | 5.8 |
54 | 552 | 557.2 | -5.2 |
55 | 537 | 557.2 | -20.2 |
56 | 545 | 557.2 | -12.2 |
57 | 601 | 557.2 | 43.8 |
58 | 604 | 557.2 | 46.8 |
59 | 586 | 557.2 | 28.8 |
60 | 564 | 557.2 | 6.8 |
61 | 549 | 557.2 | -8.2 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.0136572279319022 | 0.0273144558638044 | 0.986342772068098 |
6 | 0.0126785013486781 | 0.0253570026973562 | 0.987321498651322 |
7 | 0.00784033686634269 | 0.0156806737326854 | 0.992159663133657 |
8 | 0.00402543190492543 | 0.00805086380985085 | 0.995974568095075 |
9 | 0.0258825655637577 | 0.0517651311275153 | 0.974117434436242 |
10 | 0.0868950674204658 | 0.173790134840932 | 0.913104932579534 |
11 | 0.149300716423715 | 0.29860143284743 | 0.850699283576285 |
12 | 0.131622058984033 | 0.263244117968067 | 0.868377941015967 |
13 | 0.163733656602231 | 0.327467313204461 | 0.83626634339777 |
14 | 0.231453874794798 | 0.462907749589596 | 0.768546125205202 |
15 | 0.271657700013777 | 0.543315400027553 | 0.728342299986223 |
16 | 0.362985129556974 | 0.725970259113948 | 0.637014870443026 |
17 | 0.541628787219132 | 0.916742425561736 | 0.458371212780868 |
18 | 0.687949076737073 | 0.624101846525853 | 0.312050923262927 |
19 | 0.836007108085927 | 0.327985783828146 | 0.163992891914073 |
20 | 0.931847655793392 | 0.136304688413216 | 0.0681523442066082 |
21 | 0.929506080114684 | 0.140987839770631 | 0.0704939198853155 |
22 | 0.942008365642593 | 0.115983268714815 | 0.0579916343574073 |
23 | 0.94382555073814 | 0.112348898523719 | 0.0561744492618594 |
24 | 0.947584656735592 | 0.104830686528817 | 0.0524153432644084 |
25 | 0.958521636739744 | 0.0829567265205111 | 0.0414783632602556 |
26 | 0.961601028190452 | 0.0767979436190965 | 0.0383989718095483 |
27 | 0.96117976250854 | 0.0776404749829194 | 0.0388202374914597 |
28 | 0.962645671132584 | 0.0747086577348317 | 0.0373543288674158 |
29 | 0.970571583586815 | 0.0588568328263703 | 0.0294284164131852 |
30 | 0.976342637653843 | 0.0473147246923137 | 0.0236573623461569 |
31 | 0.990710617848655 | 0.0185787643026905 | 0.00928938215134523 |
32 | 0.99519916226126 | 0.00960167547747934 | 0.00480083773873967 |
33 | 0.992248582492178 | 0.0155028350156439 | 0.00775141750782196 |
34 | 0.988522884118354 | 0.0229542317632916 | 0.0114771158816458 |
35 | 0.983101151694214 | 0.0337976966115726 | 0.0168988483057863 |
36 | 0.976701873856062 | 0.0465962522878754 | 0.0232981261439377 |
37 | 0.98706156837018 | 0.0258768632596413 | 0.0129384316298206 |
38 | 0.990304182715606 | 0.0193916345687879 | 0.00969581728439397 |
39 | 0.990301509823666 | 0.0193969803526686 | 0.0096984901763343 |
40 | 0.98939768289111 | 0.0212046342177812 | 0.0106023171088906 |
41 | 0.98800398402577 | 0.0239920319484592 | 0.0119960159742296 |
42 | 0.986761593515414 | 0.0264768129691718 | 0.0132384064845859 |
43 | 0.99282250747909 | 0.0143549850418213 | 0.00717749252091063 |
44 | 0.9944136288535 | 0.0111727422929994 | 0.00558637114649971 |
45 | 0.992958663968556 | 0.0140826720628882 | 0.00704133603144411 |
46 | 0.994072477807219 | 0.0118550443855623 | 0.00592752219278114 |
47 | 0.990297475316816 | 0.0194050493663677 | 0.00970252468318386 |
48 | 0.98121400795521 | 0.0375719840895796 | 0.0187859920447898 |
49 | 0.966935431317926 | 0.0661291373641472 | 0.0330645686820736 |
50 | 0.942219174429012 | 0.115561651141976 | 0.0577808255709878 |
51 | 0.908493188766796 | 0.183013622466408 | 0.0915068112332042 |
52 | 0.851412802852864 | 0.297174394294271 | 0.148587197147136 |
53 | 0.762342006250743 | 0.475315987498515 | 0.237657993749257 |
54 | 0.667295807105923 | 0.665408385788154 | 0.332704192894077 |
55 | 0.66577504787952 | 0.668449904240959 | 0.33422495212048 |
56 | 0.649153372358758 | 0.701693255282485 | 0.350846627641242 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 2 | 0.0384615384615385 | NOK |
5% type I error level | 23 | 0.442307692307692 | NOK |
10% type I error level | 30 | 0.576923076923077 | NOK |